Anic Equity¶

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Total return since start: 0.707 %¶

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Equity now: -----------------------------> 52139.96 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 48001.69 Kr¶

PnL: ---------------------------------------> -930.31 Kr¶

DD now: ---------------------------------> -1.846 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-14 14:05:12.193581'

Anic Portfolio¶

Today¶

Return: 0.125 %¶

This Week¶

Return: -0.337 %¶

Total portfolio value¶

Return including deposits: 70.693 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 -1.400000 2321.000000 132.000000 6.030000 2189.000000
BHG Group 49 6.040000 696.780000 57.780000 9.040000 638.999984
Biotage 4 1.920000 636.000000 33.000000 5.470000 603.000000
Embracer Group B 26 2.470000 691.210000 29.210000 4.410000 661.999988
Vitrolife 3 1.820000 705.000000 28.000000 4.140000 677.000001
Xvivo Perfusion 3 -1.360000 870.000000 25.000000 2.960000 845.000001
Addtech B 3 0.340000 717.600000 17.600000 2.510000 699.999999
Svolder B 35 0.160000 2196.250000 17.250000 0.790000 2179.000005
Eastnine 6 -0.710000 673.200000 16.200000 2.470000 657.000000
SynAct Pharma 9 0.000000 657.900000 12.900000 2.000000 645.000003
Humana 40 3.620000 686.400000 12.400000 1.840000 674.000000
Fortnox 10 0.350000 678.800000 10.800000 1.620000 668.000000
NCC B 7 0.850000 662.200000 8.200000 1.250000 653.999997
SCA A 4 2.040000 600.000000 1.000000 0.170000 599.000000
Latour B 2 -0.440000 450.000000 1.000000 0.220000 449.000000
Indutrade 5 -0.600000 1320.500000 0.500000 0.040000 1320.000000
Profoto Holding 7 0.240000 581.000000 -1.000000 -0.170000 581.999999
Volati 5 -0.170000 572.000000 -2.000000 -0.350000 574.000000
Addnode Group B 6 -1.890000 745.800000 -6.200000 -0.820000 751.999998
Sdiptech B 3 -1.240000 814.200000 -7.800000 -0.950000 822.000000
Nolato B 12 -1.200000 639.600000 -8.400000 -1.300000 648.000000
Sampo Oyj SDB 1 -0.500000 496.000000 -9.000000 -1.780000 505.000000
NCC A 6 -1.800000 589.200000 -9.800000 -1.640000 598.999998
Gaming Innovation Group 161 0.780000 4177.950000 -10.050000 -0.240000 4187.999942
Investor B 3 -0.180000 647.550000 -10.450000 -1.590000 657.999999
BONESUPPORT HOLDING 10 -0.080000 1209.000000 -15.000000 -1.230000 1224.000000
Ambea 68 1.540000 2503.760000 -33.240000 -1.310000 2537.000032
Lime Technologies 2 -4.460000 557.000000 -36.000000 -6.070000 593.000000
Creades A 7 -0.510000 546.000000 -65.000000 -10.640000 610.999998
Lundin Gold 7 -1.070000 907.200000 -66.800000 -6.860000 973.999999
Balco Group 39 -0.540000 1790.100000 -84.900000 -4.530000 1874.999997
Investor A 16 -0.460000 3449.600000 -95.400000 -2.690000 3545.000000
New Wave B 40 0.530000 3780.000000 -136.000000 -3.470000 3916.000000
Sedana Medical 135 0.520000 4155.300000 -175.700000 -4.060000 4330.999935
Wästbygg Gruppen B 80 -0.600000 2672.000000 -199.000000 -6.930000 2871.000000
Bactiguard Holding B 37 1.290000 2608.500000 -358.500000 -12.080000 2966.999993
TOTAL 48004.600000 -927.400000 -1.84012% 48931.999868

Updated:¶

'2023-06-14 14:04:55.708712'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶